• 제목/요약/키워드: High order statistics

검색결과 551건 처리시간 0.022초

The Cluster Damage in a $extsc{k}th-Order$ Stationary Markov Chain

  • Yun, Seokhoon
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.235-251
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    • 1999
  • In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

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Statistical Analysis of Private Education Expenses in Korea (초·중·고생의 사교육비 지출에 대한 통계 분석)

  • Oh, Man-Suk;Kim, Jin-Hee
    • The Korean Journal of Applied Statistics
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    • 제24권1호
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    • pp.193-206
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    • 2011
  • Due to the great impact of private education expenses on many areas including economics and politics, reducing private education expenses is one of the key issues in Korea. In this paper, we analyze the data from a survey on private education expenses, conducted by Statistics, Korea, in 2008. We study the effect of some demographic variables on two dependent variables, the expenses for out-of-school private education (Private) and the expenses for after-school programs (Afterschool), by using a multiple linear regression model. The analysis results show that 'residential area' and 'school level' variables have a significant effect on the two dependent variables. 'Private' increases in the order of small town, middle town, or metropolitan city, and Seoul, by about 7%. On the other hand, 'Afterschool' are about the same for all areas except for the small town. In terms of the effect of 'school level', 'Private' for high school students is about 17% larger than all other students including professional high school students. This shows a strong correlation between university admission and private education, in Korea. 'Afterschool' is larger for high school and elementary school students and decreases in the order of professional school students and middle school students. It seems that after-school programs are alternatives to expensive private education programs for elementary school students, and that high school students are attracted to after-school programs to get a good GPA, which is important for university admissions.

Adjustment of Control Limits for Geometric Charts

  • Kim, Byung Jun;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.519-530
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    • 2015
  • The geometric chart has proven more effective than Shewhart p or np charts to monitor the proportion nonconforming in high-quality processes. Implementing a geometric chart commonly requires the assumption that the in-control proportion nonconforming is known or accurately estimated. However, accurate parameter estimation is very difficult and may require a larger sample size than that available in practice in high-quality process where the proportion of nonconforming items is very small. Thus, the error in the parameter estimation increases and may lead to deterioration in the performance of the control chart if a sample size is inadequate. We suggest adjusting the control limits in order to improve the performance when a sample size is insufficient to estimate the parameter. We propose a linear function for the adjustment constant, which is a function of the sample size, the number of nonconforming items in a sample, and the false alarm rate. We also compare the performance of the geometric charts without and with adjustment using the expected value of the average run length (ARL) and the standard deviation of the ARL (SDARL).

A Study on School Statistics and Statistical Literacy of 6th Graders in the Elementary School (초등 6학년의 학교 통계와 통계적 소양에 대한 연구)

  • Im, Dami;Park, Younghee
    • Journal of Elementary Mathematics Education in Korea
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    • 제21권2호
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    • pp.391-414
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    • 2017
  • The purpose of this study is to find the correlation between the level of 6th graders' achievement level in Probability and Statistics education, which were proposed in the curriculum, which targeted the 6th graders in the elementary school, and statistical literacy. For this, first, questions asking the achievement level in the probability and statistics(Part A), and questions asking the statistical literacy(Part B), were used to study the achievement level of the students. Second, the achievement level in the probability and statistics, and the statistical literacy were measured. In order to achieve the purpose of this study, questionnaire that consists of 10 questions was invented. The questionnaire was divided into Part 1 and Part 2 under the consideration upon the characteristics of the questions. The results of the questionnaires given to the students were classified into "high, medium, and low" and were separated into 7 categories. Results of comparing category 3 and category 6, which have shown opposing tendencies, we could find that students who are good at school mathematics and students with high statistical literacy have respective and different characteristics. For actually effective statistical education, consideration upon and reflection of core aspects such as intuition and critical thinking in the curriculum are needed.

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A comparison study of various robust regression estimators using simulation (시뮬레이션을 통한 다양한 로버스트 회귀추정량의 비교 연구)

  • Jang, Soohee;Yoon, Jungyeon;Chun, Heuiju
    • The Korean Journal of Applied Statistics
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    • 제29권3호
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    • pp.471-485
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    • 2016
  • Least squares (LS) regression is a classic method for regression that is optimal under assumptions of regression and usual observations. However, the presence of unusual data in the LS method leads to seriously distorted estimates. Therefore, various robust estimation methods are proposed to circumvent the limitations of traditional LS regression. Among these, there are M-estimators based on maximum likelihood estimation (MLE), L-estimators based on linear combinations of order statistics and R-estimators based on a linear combinations of the ordered residuals. In this paper, robust regression estimators with high breakdown point and/or with high efficiency are compared under several simulated situations. The paper analyses and compares distributions of estimates as well as relative efficiencies calculated from mean squared errors (MSE) in the simulation study. We conclude that MM-estimators or GR-estimators are a good choice for the real data application.

A Suggestion of New R&D Strategy based on an Analysis on a Trend of Evolution of World Wide High-Speed Rail Technology (최근 세계 고속철도 기술의 진화경향 분석을 통한 한국 고속철도의 향후 기술개발 전략)

  • Kim, Ki-Hwan;Mok, On-Yong
    • Proceedings of the KSR Conference
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    • 한국철도학회 2009년도 춘계학술대회 논문집 특별세미나,특별/일반세션
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    • pp.165-170
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    • 2009
  • The Korean high-speed rail network has been made a remarkable growth recording the world's 4th rank passenger transportation scale during last 5 years after opening the revenue service of Kyoung-bu high-speed line in 2004. However, in spite of it's outstanding growth, Korean Rail technology should meet a demand of intensive technology development in order to prepare a severe competition with an advance parties of worldwide high-speed rail technology. In this paper, the characteristics and new trend of world's rail industry was reviewed based on the most recent statistics and papers of worldwide rail network from UIC and WCR32008. In conclusion, new R&D strategy with choice an concentration for the Korean high-speed rail industry was suggested based on an analysis on the trend of evolution of the state of the art technologies in worldwide high-speed rail system.

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Filtered Coupling Measures for Variable Selection in Sparse Vector Autoregressive Modeling (필터링된 잔차를 이용한 희박벡터자기회귀모형에서의 변수 선택 측도)

  • Lee, Seungkyu;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • 제28권5호
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    • pp.871-883
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    • 2015
  • Vector autoregressive (VAR) models in high dimension suffer from noisy estimates, unstable predictions and hard interpretation. Consequently, the sparse vector autoregressive (sVAR) model, which forces many small coefficients in VAR to exactly zero, has been suggested and proven effective for the modeling of high dimensional time series data. This paper studies coupling measures to select non-zero coefficients in sVAR. The basic idea based on the simulation study reveals that removing the effect of other variables greatly improves the performance of coupling measures. sVAR model coefficients are asymmetric; therefore, asymmetric coupling measures such as Granger causality improve computational costs. We propose two asymmetric coupling measures, filtered-cross-correlation and filtered-Granger-causality, based on the filtered residuals series. Our proposed coupling measures are proven adequate for heavy-tailed and high order sVAR models in the simulation study.

The Study of Taiwan's New Immigrant Children's Mathematics Achievement

  • Lai, Wen-Tsung;Cheng, Lung-Wei;Lu, Chiu-Chu
    • Research in Mathematical Education
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    • 제17권1호
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    • pp.29-46
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    • 2013
  • Introduction: According the 2011 Taiwanese Government Statistics, the lower secondary school enrollment number of the new-immigrant-children is about 200,000. As known, most of the new immigrants are from the Southeast Asian countries, such as Vietnam, China, Indonesia, Thailand, the Philippines and Cambodia. In order to satisfy the increasing needs and demands on education of the children of new immigrant (CNI, henceforth), Taiwanese government not only develops, but also puts the after-school learning assistance policy into practice from 2006. Therefore, the main purpose of this study is to explore the mathematics achievement of the CNI after the implementation of the after-school learning assistance policy (AsLA policy, henceforth). Purposes: Firstly, to compare the mathematics achievement of the CNI by countries. Secondly, to compare the mathematics performance among the CNI, the children from high-risk family (CHRF, henceforth) and the children of general families. Samples: The 2,452 samples, selected from two junior high schools located in central Taiwan, include 157 CNI, 522 CHRF. Methods: The main method used in this study is interval fuzzy number (IFN, henceforth) in order to compare the mathematics achievement of the children after the implementation of the AsLA policy from different type of families. Results: To reach the two purposes of this study. We can find the effectiveness of mathematics performance from three group's children of new immigrants, high-risk, general family. Therefore, the results provide one of the ways to review the new immigrant's education policy of after-school learning assistance in Taiwan.

Analysis of Articles Published in The Journal of Korean Oriental Pediatrics (대한한방소아과학회지에 수록된 논문의 분석 및 고찰)

  • Chang, Gyu-Tae;Kim, Jang-Hyun;Seo, Young-Min
    • The Journal of Pediatrics of Korean Medicine
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    • 제18권1호
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    • pp.247-272
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    • 2004
  • Objective: Organization of articles have study design, make hypothesis, sample gathering, statical analysis and feasibility of conclusion and medical articles must be continuously published and be continuously monitored in order to raise the quality of research. Main characteristics of oriental pediatrics research in korea can be summarized as the increase of the number and the advances methodology in research. The purpose of this study was to analyze the trends and evaluate the level of oriental pediatrics. Methods: The subjects were 244 articles published during the from 1986 to 2002 in 'The Journal of Korean Oriental Pediatrics' In this study, all the articles pressed in this journal were divided into three classes, Iiteratural, experimental and clinical articles and these were surveyed their chronological and thematic distribution Results: Classifying the articles in the journal of the korean oriental pediatrics, there were 103(42.2%) literatural articles, 90(36.9%) clinical articles, 51(20.9%) experimental articles. Clinical articles is gradually increasing although Iiteratural articles is decreasing. About disease in oriental pediatrics, immunoactivity was 13, rhinitis and growth was 12, allergy was 11 and diarrhea was high frequent in literatural articles, statistics of chief complaints and rhinitis was high frequent in clinical articles, immunoactivity was high frequent in experimental articles. Conclusions: As can be seen from the above results, there has been many these published using various experimental methods and relating to oriental pediatrics on the symptoms and diseases and their treatments, but unfortunately they were not enough the transmission of meaning of theses and contribution of learning, because how to do theses was not unifonn and description was not evident. It is needed more careful attention and study in the method of theses works in order to further develop the specialty of oriental pediatrics.

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Medical Diagnosis Inference using Neural Network and Discriminant Analyses

  • Chang, Duk-Joon;Kwon, Yong-Man
    • Journal of the Korean Data and Information Science Society
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    • 제19권2호
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    • pp.511-518
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    • 2008
  • Medical diagnosis systems have been developed to make the knowledge and expertise of human experts more widely available, therefore achieving high-quality diagnosis. In this study, in order to support the diagnosis by the medical diagnosis system, we have preformed medical diagnosis inference three times: first by a neural network with the backpropagation algorithm, secondly by a discriminant analysis with all of the variables, and thirdly by a discriminant analysis with the selected variables. A discussion on comparison of these three methods has been provided.

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